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For the Hermitian inexact Rayleigh quotient iteration (RQI), the author has established new local general convergence results, independent of iterative solvers for inner linear systems. The theory shows that the method locally converges…

Numerical Analysis · Mathematics 2015-03-17 Zhongxiao Jia

Random Fourier features is a widely used, simple, and effective technique for scaling up kernel methods. The existing theoretical analysis of the approach, however, remains focused on specific learning tasks and typically gives pessimistic…

Machine Learning · Statistics 2021-02-08 Zhu Li , Jean-Francois Ton , Dino Oglic , Dino Sejdinovic

In analyzing a simple random walk on the Heisenberg group we encounter the problem of bounding the extreme eigenvalues of an $n\times n$ matrix of the form $M=C+D$ where $C$ is a circulant and $D$ a diagonal matrix. The discrete…

Probability · Mathematics 2015-11-10 Daniel Bump , Persi Diaconis , Angela Hicks , Laurent Miclo , Harold Widom

We introduce a new technique to prove bounds for the spectral radius of a random matrix, based on using Jensen's formula to establish the zerofreeness of the associated characteristic polynomial in a region of the complex plane. Our…

Probability · Mathematics 2025-10-01 Sidhanth Mohanty , Amit Rajaraman

A proof for the lower bound is provided for the smallest eigenvalue of finite element equations with arbitrary conforming simplicial meshes. The bound has a similar form as the one by Graham and McLean [SIAM J. Numer. Anal., 44 (2006), pp.…

Numerical Analysis · Mathematics 2021-06-24 Lennard Kamenski

In this paper, we develop algorithms for computing the recurrence coefficients corresponding to multiple orthogonal polynomials on the step-line. We reformulate the problem as an inverse eigenvalue problem, which can be solved using…

Numerical Analysis · Mathematics 2026-03-05 Amin Faghih , Michele Rinelli , Marc Van Barel , Raf Vandebril , Robbe Vermeiren

We address the problem of computing the eigenvalue backward error of the Rosenbrock system matrix under various types of block perturbations. We establish computable formulas for these backward errors using a class of minimization problems…

Numerical Analysis · Mathematics 2024-07-08 Ding Lu , Anshul Prajapati , Punit Sharma , Shreemayee Bora

This paper analyzes the statistical performance of a robust spectral clustering method for latent structure recovery in noisy data matrices. We consider eigenvector-based clustering applied to a matrix of nonparametric rank statistics that…

Machine Learning · Statistics 2024-12-23 Joshua Cape , Xianshi Yu , Jonquil Z. Liao

The cubic regularization (CR) algorithm has attracted a lot of attentions in the literature in recent years. We propose a new reformulation of the cubic regularization subproblem. The reformulation is an unconstrained convex problem that…

Optimization and Control · Mathematics 2021-12-20 Rujun Jiang , Zhishuo Zhou , Zirui Zhou

We compare three finite element based methods designed for two-sided bounds of eigenvalues of symmetric elliptic second order operators. The first method is known as the Lehmann-Goerisch method. The second method is based on…

Numerical Analysis · Mathematics 2018-01-09 Tomas Vejchodsky

Bilevel optimization offers a methodology to learn hyperparameters in imaging inverse problems, yet its integration with automatic differentiation techniques remains challenging. On the one hand, inverse problems are typically solved by…

Optimization and Control · Mathematics 2025-06-17 Leo Davy , Luis M. Briceno-Arias , N. Pustelnik

This paper is devoted to providing quantitative bounds on the location of eigenvalues, both discrete and embedded, of non self-adjoint Lam\'e operators of elasticity $-\Delta^\ast + V$ in terms of suitable norms of the potential $V$. In…

Spectral Theory · Mathematics 2021-01-26 Biagio Cassano , Lucrezia Cossetti , Luca Fanelli

We propose a thick-restart block Lanczos method, which is an extension of the thick-restart Lanczos method with the block algorithm, as an eigensolver of the large-scale shell-model calculations. This method has two advantages over the…

Nuclear Theory · Physics 2019-10-02 Noritaka Shimizu , Takahiro Mizusaki , Yutaka Utsuno , Yusuke Tsunoda

In this paper, stability and sensitivity properties of a class of parametric constrained optimization problem, whose feasible region is defined by a set-valued inclusion, are investigated through the associated optimal value function.…

Optimization and Control · Mathematics 2024-12-06 Amos Uderzo

This study presents a novel approach utilizing cluster means to address the non-differentiability issue arising from multiple eigenvalues in eigenfrequency and bandgap optimization. By constructing symmetric functions of repeated…

Computational Engineering, Finance, and Science · Computer Science 2025-01-28 Shiyao Sun , Kapil Khandelwal

This work deals with approximate solution of generalized eigenvalue problem with coefficient matrix that is an affine function of d-parameters. The coefficient matrix is assumed to be symmetric positive definite and spectrally equivalent to…

Numerical Analysis · Mathematics 2025-03-12 Joanna Bisch , Antti Hannukainen

We study an {\it indefinite weighted eigenvalue problem} for an operator of {\it mixed-type} (that includes both the classical {\it $p$-Laplacian} and the {\it fractional $p$-Laplacian}) in a bounded open subset $\Omega\subset \mathbb{R}^N…

Analysis of PDEs · Mathematics 2024-09-04 R. Lakshmi , Ratan Kr. Giri , Sekhar Ghosh

We present an efficient method for computing dominant eigenvalues of large, nonsymmetric, diagonalizable matrices based on an adaptive block Lanczos algorithm combined with Chebyshev polynomial filtering. The proposed approach improves…

Numerical Analysis · Mathematics 2025-08-13 M. El Guide , K. Jbilou , K. Lachhab

Recently, there has been interest in high-precision approximations of the first eigenvalue of the Laplace-Beltrami operator on spherical triangles for combinatorial purposes. We compute improved and certified enclosures to these…

Numerical Analysis · Mathematics 2020-11-19 Joel Dahne , Bruno Salvy

Spectral clustering is a broad class of clustering procedures in which an intractable combinatorial optimization formulation of clustering is "relaxed" into a tractable eigenvector problem, and in which the relaxed solution is subsequently…

Methodology · Statistics 2011-02-21 Zhihua Zhang , Michael I. Jordan